Preprocessing noisy functional data: a multivariate perspective

DOI10.1214/22-EJS2083MaRDI QIDQ2106796FDOQ2106796

Authors: Siegfried Hörmann, Fatima Jammoul 

Publication date: 19 December 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2012.05824

zbMATH Keywords

factor modelsfunctional datahigh-dimensional statisticspreprocessingsignal-plus-noise

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Functional data analysis (62R10)

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Cited In (2)

• Prediction in functional regression with discretely observed and noisy covariates
• Functional data analysis: an introduction and recent developments

Uses Software

• R
• fda (R)
• KernSmooth
• refund
• gamair
• cate

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